V-Lab
Ambev SA EGARCH Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:18.77% (-0.52%)
Analysis last updated: Thursday, May 2, 2024 at 04:12 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 14.55 | |
| 0.1590 | 23.98 | |
| 0.9739 | 577.63 | |
| -0.0422 | -6.45 |
Estimation Period:
Sep 21, 1999 to Apr 26, 2024
Sep 21, 1999 to Apr 26, 2024